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Wednesday, December 30, 2009, 12:02AM ET - U.S. Markets open in 9 hours and 28 minutes. Dow Down 0.02% Nasdaq Down 0.12%
Lord Abbett CA Tax-Free Income A (LCFIX)On Dec 29: 9.86  Up 0.01 (0.10%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:3
Number of Years Down:2
Best 1 Yr Total Return (2004):4.45%
Worst 1 Yr Total Return (2008):-13.45%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticLCFIXCategory
Alpha (against Standard Index)-4.19-3.17
Beta (against Standard Index)1.411.26
Mean Annual Return0.490.14
R-squared (against Standard Index)8685.78
Standard Deviation9.268.43
Sharpe Ratio-0.14N/A
Treynor Ratio-1.26N/A
5 Years
StatisticLCFIXCategory
Alpha (against Standard Index)-2.62-1.78
Beta (against Standard Index)1.381.22
Mean Annual Return2.260.26
R-squared (against Standard Index)8586.44
Standard Deviation7.346.57
Sharpe Ratio-0.06N/A
Treynor Ratio-0.53N/A
10 Years
StatisticLCFIXCategory
Alpha (against Standard Index)-2.02-1.52
Beta (against Standard Index)1.311.18
Mean Annual Return4.310.38
R-squared (against Standard Index)8887.22
Standard Deviation6.576.01
Sharpe Ratio0.24N/A
Treynor Ratio1.05N/A

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